>>> X
array([[ 21.82658, 19.2083 , 17.83528, 16.52586, 15.84394],
[ 21.01001, 19.10402, 18.2206 , 18.00173, 17.80133],
[ 22.62348, 19.84317, 18.5044 , 17.89358, 17.57959],
...,
[ 21.74205, 20.28558, 20.04322, 19.96841, 20.10308],
[ 21.20579, 20.28571, 19.65784, 19.627 , 19.43284],
[ 23.14987, 21.31635, 21.09137, 21.09221, 20.83237]])
>>> Y
array([[ 4.49888400e-06],
[ -1.54541000e-04],
[ 1.11225300e-05],
...,
[ -3.71117900e-05],
[ 1.02806300e-04],
[ 3.01237300e-04]])
from keras.models import Sequential
from keras.layers import Dense, Activation
model = Sequential()
model.add(Dense(10,input_dim=5))
model.add(Activation('sigmoid'))
model.add(Dense(1,activation='sigmoid'))
#model.compile(optimizer='rmsprop', loss='mse')
model.compile(optimizer='rmsprop', loss = 'msle')
model.fit(X,Y,nb_epoch=5,batch_size=100)
Epoch 1/5
1029120/1029120 [==============================] - 10s - loss: nan
Epoch 2/5
1029120/1029120 [==============================] - 10s - loss: nan
Epoch 3/5
1029120/1029120 [==============================] - 10s - loss: nan
Epoch 4/5
1029120/1029120 [==============================] - 10s - loss: nan
Epoch 5/5
1029120/1029120 [==============================] - 10s - loss: nan
<keras.callbacks.History object at 0x7f7ec9046ad0>
Your targets look tiny, you should normalise them (0-1 range, log transform, mean 0 and std 1...). Your features are all around 20, they could benefit from the same treatment.
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